//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~person:"Zariphopoulou-Souganidis, Thaleia"
~subject:"Portfolio selection"
~type_genre:"Konferenzschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
18
Theory
18
Portfolio-Management
12
Risiko
4
Risk
4
Consumption theory
3
Dynamic programming
3
Dynamische Optimierung
3
Erwartungsnutzen
3
Expected utility
3
Konsumtheorie
3
Mathematical programming
3
Mathematische Optimierung
3
Anlageverhalten
2
Behavioural finance
2
Incomplete market
2
Intertemporal allocation
2
Intertemporale Allokation
2
Option pricing theory
2
Optionspreistheorie
2
Risikoaversion
2
Risikomaß
2
Risk aversion
2
Risk measure
2
Stochastic process
2
Stochastischer Prozess
2
Time consistency
2
Transaction costs
2
Transaktionskosten
2
Unvollkommener Markt
2
Volatility
2
Volatilität
2
Zeitkonsistenz
2
Ambiguity aversion
1
CAPM
1
Consumer behaviour
1
Convex duality representation
1
Cybernetics
1
Decision under uncertainty
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
Konferenzschrift
Aufsatz in Zeitschrift
12
Aufsatz im Buch
3
Book section
3
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Thesis
1
more ...
less ...
Language
All
English
12
Author
All
Zariphopoulou-Souganidis, Thaleia
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Prigent, Jean-Luc
21
Zagst, Rudi
21
Markowitz, Harry
20
Forsyth, Peter A.
18
Wang, Ruodu
18
Post, Thierry
17
Wong, Hoi Ying
17
Gollier, Christian
16
Liang, Zongxia
16
Chen, Zhiping
15
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Vanduffel, Steven
15
Yao, Haixiang
15
Cui, Xiangyu
14
Cvitanić, Jakša
14
Rüschendorf, Ludger
14
Siu, Tak Kuen
14
Guerard, John Baynard
13
Koo, Hyeng-keun
13
Kwon, Roy H.
13
Sass, Jörn
13
Zeng, Yan
13
Zhou, Guofu
13
Bernard, Carole
12
Dai, Min
12
Kim, Woo Chang
12
Kraft, Holger
12
Li, Xun
12
Liesiö, Juuso
12
Lo, Andrew W.
12
Maurer, Raimond
12
more ...
less ...
Published in...
All
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Annals of economics and finance
1
Australian economic papers
1
International journal of theoretical and applied finance
1
Journal of economic theory
1
Journal of financial engineering
1
Mathematical methods of operations research
1
Oberwolfach
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
2
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
3
On the optimal wealth process in a log-normal market : applications to risk management
Monin, Philip
;
Zariphopoulou-Souganidis, Thaleia
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010508086
Saved in:
4
Initial investment choice and optimal future allocations under time-monotone performance criteria
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10008908393
Saved in:
5
Dynamic asset allocation and consumption choice in incomplete markets
Stoikov, Sasha F.
;
Zariphopoulou-Souganidis, Thaleia
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 414-454
Persistent link: https://www.econbiz.de/10003237011
Saved in:
6
An example of indifference prices under exponential preferences
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 229-239
Persistent link: https://www.econbiz.de/10002012576
Saved in:
7
A wealth-dependent investment opportunity set : its effect on optimal consumption and portfolio decisions
Choi, Sungsub
;
Koo, Hyeng-keun
;
Shim, Gyoocheol
; …
- In:
Annals of economics and finance
4
(
2003
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10001930292
Saved in:
8
A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10001553048
Saved in:
9
On level curves of value functions in optimization models of expected utility
Tiu, Cristian
;
Zariphopoulou-Souganidis, Thaleia
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 323-338
Persistent link: https://www.econbiz.de/10002177822
Saved in:
10
Optimal investment and consumption models with non-linear stock dynamics
Zariphopoulou-Souganidis, Thaleia
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10001428783
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->